Stock price prediction models have attracted much research interest in recent years. However, stock prices are high-dimensional financial time series. The application of artificial intelligent (AI) algorithms are widely used in stock price prediction models. How to improve model accuracy and reduce ...
Stock price series are usually nonlinear and non-smooth, so linear models do not perform well in the practical application of stock price prediction. With the development of machine learning, methods such as Support Vector Machine (SVM) [1], Random Forests [2], and Hidden Markov Model (HMM)...
Stock price prediction is an important topic in finance and economics which has spurred the interest of researchers over the years to develop better predictive models. The autoregressive integrated moving average (ARIMA) models have been explored in literature for time series prediction. This paper pre...
Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast stock prices accurately, many researchers believe otherwise. ...
Stock-Prediction-Models 代码解析与论文精读 2024年10月16日 15:29 https://github.com/huseinzol05/Stock-Prediction-Models?tab=readme-ov-file 分享至 投诉或建议
内容提示: Stock Price Prediction Using the ARIMA Model 1 Ayodele A. Adebiyi., 2 Aderemi O. Adewumi 1,2 School of Mathematic, Statistics & Computer Science University of KwaZulu-Natal Durban, South Africa email: {adebiyi, adewumia}@ukzn.ac.za 3 Charles K. Ayo 3 Department of Computer & ...
stock price prediction model.Making full use of the good nonlinear mapping capability of BP neural network,the stock price changing rules were modeled by using genetic algorithm in BP neural network training for global search capability.Experimental results show that compared with the models of ...
2.2 股票回报预测模型 (Stock Return Prediction Models) 降维模型:使用主成分分析(PCA)等技术简化数据集,保留关键信息。 线性模型:使用带有惩罚项的模型,如LASSO,以减少噪声信息,提高预测精度。 非线性模型:基于历史数据拟合预测变量和回报之间的非线性结构,使用人工智能算法如随机森林、模糊神经网络和长短期记忆(LSTM)...
techniques for stock price prediction. The results obtained from real-life data demonstrated the potential strength of ARIMA models to provide investors Keywords- ARIMA model, Stock Price prediction, Stock short-term prediction that could aid investment decision market, Short-term prediction. making ...
the ARMA model is used to analyze the data of China Merchants Bank(600036) shares at the opening price(2010/10/13-2011/4/8) and to predict the next three days (2011/4/11 -2011/4/13) stock opening price data.In contrast with the actual data,the model prediction error is small,indica...